+50.0%
HUM vs VMC
+3.7%
+46.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.3% |
| 7D | +1.6% | +12.3% | -10.8% | +1.1% |
| 30D | +3.5% | +21.2% | -17.7% | +2.6% |
| 3M | +15.5% | +4.6% | +10.9% | +15.3% |
| 6M | +76.2% | +3.9% | +72.3% | +75.7% |
| YTD | +64.5% | +5.0% | +59.6% | +54.1% |
| 1Y | +50.0% | +2.6% | +47.4% | +43.3% |
| All | +50.0% | +3.7% | +46.3% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling